+8,524.1%
SHOP vs EL
+47.1%
+8,477.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +2.8% | +7.6% | -4.8% | -0.9% |
| 30D | -14.2% | +15.7% | -29.9% | -20.5% |
| 3M | -5.5% | +30.5% | -36.1% | -18.5% |
| 6M | +32.8% | +32.5% | +0.2% | +12.6% |
| YTD | -8.9% | +9.4% | -18.4% | -17.8% |
| 1Y | -7.7% | +28.4% | -36.1% | -23.9% |
| 3Y | +139.0% | +4.4% | +134.6% | +94.1% |
| 5Y | -0.5% | -64.5% | +64.0% | +70.7% |
| 10Y | +3,557.0% | +64.9% | +3,492.1% | +2,421.7% |
| All | +8,524.1% | +47.1% | +8,477.0% | +6,376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling